+12.8%
CNH vs PEGA
+55.9%
-43.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.1% |
| 7D | +23.3% | +3.3% | +20.0% | +23.0% |
| 30D | +33.5% | +17.7% | +15.7% | +31.7% |
| 3M | +32.7% | +5.8% | +26.9% | +32.0% |
| 6M | +22.2% | -20.3% | +42.4% | +24.7% |
| YTD | +57.7% | -37.1% | +94.8% | +65.5% |
| 1Y | +28.0% | -30.2% | +58.2% | +31.8% |
| All | +12.8% | +55.9% | -43.2% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling